Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization

DOI10.1007/BFB0120946zbMath0477.90065OpenAlexW105295170MaRDI QIDQ3934157

Daniel Gabay

Publication date: 1982

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0120946

zbMATH Keywords

rate of convergencemultiplier methodsexact penalty functionrecursive quadratic programmingnonlinearly constrained optimizationequality-constrained optimizationreduced quasi-Newton methodsfeasibility improvementglobally superlinearly converging methodstepsize selection proceduresupdating of reduced size matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods involving duality (49M29)

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